From: Validation and updating of risk models based on multinomial logistic regression
Step | Procedure |
---|---|
1. Original model vs refitting | H0: both models have the same fit, log L original = log L refitted. Test: likelihood ratio test with (q + 1) × (k − 1)df. Result: if H0 not rejected, choose the original model, else go to step 2. |
2. Intercept recalibration vs refitting | H0: both models have the same fit, log L int recal = log L refitted. Test: likelihood ratio test with q × (k − 1)df. Result: if H0 not rejected, choose intercept recalibration, else go to step 3. |
3. Logistic recalibration vs refitting | H0: both models have the same fit, log L logrecal = log L refitted. Test: likelihood ratio test with (q − k + 1) × (k − 1)df. Result: if H0 not rejected, choose logistic recalibration, else choose refitting. |